Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Portfolio Analysis Results (Jan 2018 - Aug 2021)

Portfolio Allocations

Vanguard
Ticker Name Allocation
VT Vanguard Total World Stock ETF 60.00%
VBMFX Vanguard Total Bond Market Index Inv 30.00%
VBISX Vanguard Short-Term Bond Index Inv 10.00%
Save portfolio »
Schwab
Ticker Name Allocation
SWTSX Schwab Total Stock Market Index 36.00%
SWISX Schwab International Index 24.00%
SWAGX Schwab US Aggregate Bond Index 30.00%
SWSBX Schwab Short-Term Bond Index 10.00%
Save portfolio »
Fidelity
Ticker Name Allocation
FSKAX Fidelity Total Market Index 36.00%
FTIHX Fidelity Total International Index 24.00%
FTBFX Fidelity Total Bond Fund 30.00%
FSHBX Fidelity Short-Term Bond 10.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Vanguard$10,000$13,842 9.27% 10.03%19.15%-5.77%-12.09% 0.811.240.98
Schwab$10,000$13,975 9.56% 10.12%19.45%-5.02%-11.94% 0.831.280.98
Fidelity$10,000$14,109 9.84% 10.82%19.67%-5.44%-13.53% 0.811.230.98
Vanguard 500 Index Investor$10,000$18,010 17.41% 17.27%31.33%-4.52%-19.63% 0.951.481.00
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 MonthYTD1 year3 yearFull3 year
Vanguard3.08%9.38%17.54%10.77%9.27%10.73%
Schwab3.45%9.91%17.68%10.73%9.56%10.86%
Fidelity3.33%10.04%18.55%11.14%9.84%11.64%
Vanguard 500 Index Investor7.91%21.47%31.00%17.92%17.41%18.48%
Trailing annualized return and volatility are for full months ending in August 2021 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2021 are based on monthly returns from January to August
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationVanguardSchwabFidelityVanguard 500 Index InvestorVanguard Total World Stock ETF (VT)Vanguard Total Bond Market Index Inv (VBMFX)Vanguard Short-Term Bond Index Inv (VBISX)Schwab Total Stock Market Index (SWTSX)Schwab International Index (SWISX)Schwab US Aggregate Bond Index (SWAGX)Schwab Short-Term Bond Index (SWSBX)Fidelity Total Market Index (FSKAX)Fidelity Total International Index (FTIHX)Fidelity Total Bond Fund (FTBFX)Fidelity Short-Term Bond (FSHBX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
20181.91%-5.77%$9,423-5.02%$9,498-5.44%$9,456-4.52%$9,548-9.76%-0.13%1.27%-5.30%-13.33%-0.13%1.31%-5.28%-14.38%-0.67%1.19%
20192.29%19.15%$11,22819.45%$11,34619.67%$11,31631.33%$12,53926.82%8.61%4.77%30.88%21.87%8.63%4.93%30.92%21.48%9.87%4.20%
20201.36%12.71%$12,65512.07%$12,71513.31%$12,82218.25%$14,82716.61%7.61%4.61%20.71%8.14%7.38%4.48%20.78%11.07%9.34%3.70%
20215.03%9.38%$13,8429.91%$13,97510.04%$14,10921.47%$18,01016.02%-0.75%-0.07%20.58%11.55%-0.89%-0.09%20.59%10.17%0.58%0.08%
Annual return for 2021 is from 01/01/2021 to 08/31/2021
Monthly returns for the configured portfolios
YearMonthVanguardSchwabFidelityVanguard 500 Index InvestorVanguard Total World Stock ETF (VT)Vanguard Total Bond Market Index Inv (VBMFX)Vanguard Short-Term Bond Index Inv (VBISX)Schwab Total Stock Market Index (SWTSX)Schwab International Index (SWISX)Schwab US Aggregate Bond Index (SWAGX)Schwab Short-Term Bond Index (SWSBX)Fidelity Total Market Index (FSKAX)Fidelity Total International Index (FTIHX)Fidelity Total Bond Fund (FTBFX)Fidelity Short-Term Bond (FSHBX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
201812.91%$10,2912.77%$10,2772.98%$10,2985.71%$10,5715.48%-1.09%-0.53%5.31%5.27%-1.19%-0.56%5.30%5.51%-0.72%-0.34%
20182-3.05%$9,977-2.93%$9,976-2.91%$9,998-3.69%$10,181-4.44%-1.03%-0.25%-3.70%-5.10%-1.00%-0.26%-3.71%-5.14%-0.94%-0.12%
20183-0.57%$9,920-0.67%$9,909-0.68%$9,930-2.56%$9,921-1.29%0.63%0.25%-1.98%-0.67%0.64%0.27%-1.98%-0.48%0.51%0.02%
20184-0.03%$9,9170.26%$9,9340.13%$9,9430.37%$9,9580.42%-0.83%-0.34%0.34%1.54%-0.70%-0.25%0.36%0.80%-0.64%0.01%
201850.57%$9,9730.78%$10,0120.72%$10,0142.39%$10,1960.57%0.61%0.45%2.84%-1.95%0.64%0.38%2.82%-1.91%0.42%0.37%
20186-0.35%$9,938-0.09%$10,003-0.18%$9,9960.61%$10,258-0.60%0.03%0.06%0.66%-1.31%-0.07%-0.03%0.67%-1.86%0.04%0.02%
201871.74%$10,1121.87%$10,1901.85%$10,1813.71%$10,6382.88%0.03%-0.03%3.34%2.75%-0.08%0.07%3.35%2.23%0.24%0.15%
201880.72%$10,1841.02%$10,2940.96%$10,2783.25%$10,9840.86%0.52%0.46%3.47%-2.20%0.65%0.39%3.47%-2.18%0.43%0.27%
20189-0.13%$10,1710.08%$10,3020.04%$10,2820.55%$11,0440.08%-0.54%-0.22%0.15%0.93%-0.58%-0.22%0.15%0.33%-0.35%0.03%
201810-4.99%$9,664-4.92%$9,795-5.02%$9,766-6.85%$10,288-7.82%-0.73%0.08%-7.41%-7.99%-0.79%0.09%-7.42%-8.31%-0.92%0.04%
2018111.22%$9,7811.02%$9,8951.06%$9,8702.03%$10,4961.73%0.53%0.27%2.00%0.32%0.56%0.30%2.00%1.08%0.18%0.16%
201812-3.66%$9,423-4.01%$9,498-4.19%$9,456-9.04%$9,548-7.22%1.80%1.07%-9.33%-5.06%1.81%1.13%-9.30%-4.73%1.10%0.56%
201915.14%$9,9085.04%$9,9775.48%$9,9758.00%$10,3127.99%1.01%0.48%8.60%6.56%1.07%0.51%8.61%7.52%1.74%0.52%
201921.73%$10,0801.88%$10,1651.83%$10,1573.20%$10,6422.82%-0.06%0.17%3.53%2.36%-0.06%0.10%3.51%1.77%0.25%0.27%
201931.31%$10,2111.37%$10,3041.29%$10,2881.94%$10,8481.06%1.96%0.96%1.43%0.84%1.88%0.92%1.44%0.70%1.82%0.64%
201942.19%$10,4352.29%$10,5402.30%$10,5254.04%$11,2863.47%0.04%0.18%3.96%3.11%0.05%0.21%3.98%2.77%0.36%0.29%
20195-3.16%$10,105-3.15%$10,208-3.40%$10,168-6.36%$10,568-5.97%1.83%0.96%-6.44%-5.08%1.76%0.91%-6.46%-5.47%1.30%0.53%
201964.29%$10,5394.48%$10,6654.46%$10,6217.03%$11,3116.37%1.15%0.66%7.01%5.99%1.23%0.80%7.00%5.87%1.38%0.52%
201970.06%$10,5460.10%$10,6760.22%$10,6441.43%$11,4720.00%0.23%-0.00%1.45%-2.10%0.24%-0.09%1.47%-1.85%0.34%0.06%
20198-0.42%$10,501-0.38%$10,635-0.67%$10,573-1.59%$11,290-2.10%2.78%1.04%-2.02%-1.84%2.59%1.10%-2.01%-2.40%2.10%0.75%
201991.21%$10,6281.20%$10,7631.14%$10,6941.86%$11,5002.28%-0.60%-0.11%1.73%3.02%-0.53%-0.10%1.72%2.63%-0.41%-0.06%
2019101.81%$10,8211.73%$10,9491.76%$10,8812.15%$11,7472.79%0.21%0.28%2.12%3.43%0.24%0.29%2.12%3.33%0.42%0.40%
2019111.58%$10,9921.72%$11,1371.71%$11,0683.62%$12,1732.56%-0.06%-0.02%3.78%1.22%-0.06%-0.11%3.80%1.16%-0.05%-0.07%
2019122.14%$11,2281.88%$11,3462.24%$11,3163.01%$12,5393.45%-0.15%0.08%2.88%3.05%-0.06%0.29%2.88%4.30%0.24%0.26%
20201-0.21%$11,205-0.03%$11,343-0.21%$11,292-0.05%$12,532-1.56%2.11%0.93%-0.14%-2.61%1.88%0.88%-0.13%-3.30%1.89%0.63%
20202-3.65%$10,796-4.04%$10,884-4.13%$10,827-8.24%$11,499-7.22%1.71%1.01%-8.18%-7.58%1.84%1.06%-8.19%-6.83%1.11%0.73%
20203-8.57%$9,870-8.21%$9,991-9.62%$9,785-12.37%$10,077-14.76%-0.59%0.26%-13.82%-14.69%-0.53%0.27%-13.81%-15.82%-3.45%-1.55%
202046.20%$10,4826.32%$10,6227.17%$10,48712.81%$11,36810.37%1.69%0.81%13.25%6.60%1.63%0.74%13.26%7.86%2.82%1.54%
202053.11%$10,8093.22%$10,9643.41%$10,8444.76%$11,9095.21%0.54%0.52%5.37%5.48%0.48%0.53%5.37%4.43%1.58%0.72%
202062.00%$11,0251.76%$11,1572.24%$11,0871.98%$12,1443.07%0.70%0.42%2.29%3.30%0.66%0.32%2.30%4.24%1.37%0.70%
202073.55%$11,4172.91%$11,4823.69%$11,4975.63%$12,8275.29%1.55%0.32%5.63%2.00%1.39%0.31%5.66%4.25%2.24%0.36%
202083.15%$11,7763.43%$11,8753.52%$11,9017.18%$13,7486.01%-1.02%-0.05%7.19%4.88%-0.73%0.01%7.18%4.51%-0.24%0.12%
20209-1.71%$11,574-1.90%$11,650-1.87%$11,679-3.81%$13,224-2.92%0.08%0.03%-3.68%-2.23%-0.10%0.00%-3.68%-1.99%-0.17%0.00%
202010-1.40%$11,412-1.80%$11,440-1.41%$11,514-2.67%$12,871-2.05%-0.61%-0.06%-2.12%-3.98%-0.46%-0.10%-2.13%-2.29%-0.39%0.00%
2020117.59%$12,2788.01%$12,3567.88%$12,42110.94%$14,27812.37%1.11%0.21%12.22%14.92%1.01%0.18%12.23%13.00%1.70%0.33%
2020123.06%$12,6552.91%$12,7153.23%$12,8223.84%$14,8274.94%0.15%0.12%4.47%5.05%0.12%0.18%4.48%5.79%0.65%0.09%
20211-0.37%$12,607-0.68%$12,629-0.20%$12,796-1.02%$14,675-0.23%-0.80%0.02%-0.33%-1.36%-0.77%-0.02%-0.33%0.15%-0.43%0.11%
202121.12%$12,7481.25%$12,7871.29%$12,9612.75%$15,0792.67%-1.51%-0.37%3.22%2.40%-1.51%-0.31%3.20%2.13%-1.19%-0.25%
202131.31%$12,9161.47%$12,9741.33%$13,1334.37%$15,7382.85%-1.38%-0.27%3.47%2.39%-1.25%-0.22%3.48%1.59%-1.09%-0.13%
202142.86%$13,2852.87%$13,3472.91%$13,5165.32%$16,5764.13%0.95%0.28%5.13%2.95%0.75%0.17%5.13%2.98%0.90%0.09%
202151.07%$13,4271.21%$13,5091.03%$13,6550.69%$16,6901.58%0.24%0.19%0.46%3.76%0.35%0.26%0.45%3.03%0.36%0.20%
202160.93%$13,5530.78%$13,6151.09%$13,8032.31%$17,0751.18%0.77%-0.19%2.53%-1.36%0.65%-0.22%2.53%-0.53%0.99%-0.16%
202170.76%$13,6561.21%$13,7800.67%$13,8962.38%$17,4810.62%1.21%0.37%1.71%0.83%1.13%0.37%1.72%-1.28%1.07%0.29%
202181.36%$13,8421.42%$13,9751.53%$14,1093.03%$18,0102.26%-0.20%-0.10%2.86%1.53%-0.22%-0.12%2.86%1.77%-0.01%-0.05%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryVanguardSchwabFidelityVanguard 500 Index Investor
Large-cap Value7.80%10.88%6.83%44.99%
Large-cap Growth17.58%18.86%20.88%55.00%
Mid-cap Value3.74%1.36%2.87%0.00%
Mid-cap Growth2.85%1.81%2.82%0.00%
Small-cap Value1.09%2.81%3.41%0.00%
Small-cap Growth0.00%0.03%0.00%0.00%
Global ex-US Developed Markets20.15%25.40%18.37%0.00%
Emerging Markets7.11%0.01%5.93%0.00%
Corporate Bonds10.90%10.06%17.83%0.00%
Long-Term Treasuries2.27%0.00%0.00%0.00%
Intermediate-Term Treasuries5.26%12.58%0.00%0.00%
Short-Term Treasuries21.25%16.21%21.06%0.00%
R Squared99.81%99.87%99.72%99.94%
Style analysis is based on monthly returns from January 2018 to August 2021 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Style Analysis for Vanguard

Holdings Based Style Analysis for Vanguard
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
VTVanguard Total World Stock ETFWorld Large-Stock Blend60.00%1.61%0.08%19.95$3,26698.76%
VBMFXVanguard Total Bond Market Index InvIntermediate Core Bond30.00%1.83%0.15%6.79$4671.34%
VBISXVanguard Short-Term Bond Index InvShort-Term Bond10.00%1.24%0.15%2.78$108-0.10%
100.00%1.64%0.11%19.955.79$3,842100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Schwab

Holdings Based Style Analysis for Schwab
TickerNameCategoryWeightYieldFeesP/EReturn ContributionRisk Contribution
SWTSXSchwab Total Stock Market IndexLarge Blend36.00%1.35%0.03%24.06$2,65361.66%
SWISXSchwab International IndexForeign Large Blend24.00%1.69%0.06%17.22$75337.34%
SWAGXSchwab US Aggregate Bond IndexIntermediate Core Bond30.00%2.11%0.04%$4591.11%
SWSBXSchwab Short-Term Bond IndexShort-Term Bond10.00%0.97%0.06%$110-0.11%
100.00%1.62%0.04%21.33$3,975100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Style Analysis for Fidelity

Holdings Based Style Analysis for Fidelity
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
FSKAXFidelity Total Market IndexLarge Blend36.00%1.13%0.01%24.49$2,65958.04%
FTIHXFidelity Total International IndexForeign Large Blend24.00%1.47%0.06%17.53$75635.46%
FTBFXFidelity Total Bond FundIntermediate Core-Plus Bond30.00%2.15%0.45%5.91$5995.84%
FSHBXFidelity Short-Term BondShort-Term Bond10.00%1.54%0.45%1.90$94.580.65%
100.00%1.56%0.20%21.714.91$4,109100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 09/27/2021. (c) 2021 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricVanguardSchwabFidelityVanguard 500 Index Investor
Arithmetic Mean (monthly)0.78%0.81%0.83%1.47%
Arithmetic Mean (annualized)9.81%10.10%10.47%19.12%
Geometric Mean (monthly)0.74%0.76%0.79%1.35%
Geometric Mean (annualized)9.27%9.56%9.84%17.41%
Volatility (monthly)2.90%2.92%3.12%4.98%
Volatility (annualized)10.03%10.12%10.82%17.27%
Downside Deviation (monthly)1.85%1.85%2.02%3.15%
Max. Drawdown-12.09%-11.94%-13.53%-19.63%
US Market Correlation0.980.980.981.00
Beta(*)0.560.570.611.00
Alpha (annualized)-0.52%-0.42%-0.75%-0.00%
R293.81%95.32%94.91%100.00%
Sharpe Ratio0.810.830.810.95
Sortino Ratio1.241.281.231.48
Treynor Ratio (%)14.5314.7714.3916.41
Calmar Ratio0.890.900.820.91
Active Return-8.13%-7.85%-7.56%N/A
Tracking Error7.95%7.71%7.16%N/A
Information Ratio-1.02-1.02-1.06N/A
Skewness-0.65-0.55-0.72-0.58
Excess Kurtosis2.031.782.381.03
Historical Value-at-Risk (5%)-3.66%-4.04%-4.18%-8.03%
Analytical Value-at-Risk (5%)-4.02%-4.03%-4.31%-6.73%
Conditional Value-at-Risk (5%)-5.74%-5.72%-6.27%-9.88%
Upside Capture Ratio (%)50.4352.0654.35100.00
Downside Capture Ratio (%)55.7757.3460.18100.00
Safe Withdrawal Rate35.15%35.43%35.43%38.30%
Perpetual Withdrawal Rate7.10%7.40%7.69%14.91%
Positive Periods29 out of 44 (65.91%)31 out of 44 (70.45%)31 out of 44 (70.45%)32 out of 44 (72.73%)
Gain/Loss Ratio1.070.870.870.79
* Vanguard 500 Index Investor is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndVanguardSchwabFidelityVanguard 500 Index Investor
COVID-19 StartJan 2020Mar 2020-12.09%-11.94%-13.53%-19.63%

Drawdowns for Vanguard

Drawdowns for Vanguard
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-12.09%
2Feb 2018Dec 201811 monthsApr 20194 months1 year 3 months-8.43%
3May 2019May 20191 monthJun 20191 month2 months-3.16%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-3.09%
5Aug 2019Aug 20191 monthSep 20191 month2 months-0.42%
6Jan 2021Jan 20211 monthFeb 20211 month2 months-0.37%

Drawdowns for Schwab

Drawdowns for Schwab
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-11.94%
2Oct 2018Dec 20183 monthsMar 20193 months6 months-7.80%
3Sep 2020Oct 20202 monthsNov 20201 month3 months-3.67%
4Feb 2018Mar 20182 monthsAug 20185 months7 months-3.58%
5May 2019May 20191 monthJun 20191 month2 months-3.15%
6Jan 2021Jan 20211 monthFeb 20211 month2 months-0.68%
7Aug 2019Aug 20191 monthSep 20191 month2 months-0.38%

Drawdowns for Fidelity

Drawdowns for Fidelity
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-13.53%
2Feb 2018Dec 201811 monthsApr 20194 months1 year 3 months-8.17%
3May 2019May 20191 monthJun 20191 month2 months-3.40%
4Sep 2020Oct 20202 monthsNov 20201 month3 months-3.25%
5Aug 2019Aug 20191 monthSep 20191 month2 months-0.67%
6Jan 2021Jan 20211 monthFeb 20211 month2 months-0.20%

Drawdowns for Vanguard 500 Index Investor

Drawdowns for Vanguard 500 Index Investor
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsJul 20204 months7 months-19.63%
2Oct 2018Dec 20183 monthsApr 20194 months7 months-13.55%
3Sep 2020Oct 20202 monthsNov 20201 month3 months-6.38%
4May 2019May 20191 monthJun 20191 month2 months-6.36%
5Feb 2018Mar 20182 monthsJul 20184 months6 months-6.16%
6Aug 2019Aug 20191 monthSep 20191 month2 months-1.59%
7Jan 2021Jan 20211 monthFeb 20211 month2 months-1.02%

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTVanguard Total World Stock ETF12.66%16.97%26.82%-9.76%-22.15%0.721.070.98
VBMFXVanguard Total Bond Market Index Inv4.09%3.56%8.61%-0.75%-3.94%0.821.540.02
VBISXVanguard Short-Term Bond Index Inv2.86%1.42%4.77%-0.07%-0.87%1.192.63-0.16
SWTSXSchwab Total Stock Market Index17.46%18.01%30.88%-5.30%-20.98%0.921.421.00
SWISXSchwab International Index6.83%16.77%21.87%-13.33%-23.21%0.400.590.91
SWAGXSchwab US Aggregate Bond Index4.00%3.40%8.63%-0.89%-3.64%0.831.560.02
SWSBXSchwab Short-Term Bond Index2.88%1.43%4.93%-0.09%-0.81%1.192.66-0.17
FSKAXFidelity Total Market Index17.50%18.02%30.92%-5.28%-20.97%0.921.431.00
FTIHXFidelity Total International Index6.80%16.82%21.48%-14.38%-25.23%0.400.580.91
FTBFXFidelity Total Bond Fund5.10%3.93%9.87%-0.67%-3.45%0.981.650.45
FSHBXFidelity Short-Term Bond2.49%1.52%4.20%0.08%-1.55%0.831.330.39

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTVBMFXVBISXSWTSXSWISXSWAGXSWSBXFSKAXFTIHXFTBFXFSHBXVanguardSchwabFidelityVanguard 500 Index Investor
VTVanguard Total World Stock ETF1.000.02-0.170.980.960.02-0.160.980.970.470.400.990.991.000.98
VBMFXVanguard Total Bond Market Index Inv0.021.000.890.020.011.000.870.020.020.840.670.130.120.110.02
VBISXVanguard Short-Term Bond Index Inv-0.170.891.00-0.16-0.160.910.99-0.16-0.160.680.66-0.07-0.08-0.09-0.17
SWTSXSchwab Total Stock Market Index0.980.02-0.161.000.910.02-0.171.000.910.450.390.980.980.981.00
SWISXSchwab International Index0.960.01-0.160.911.000.01-0.140.910.980.430.370.950.960.950.90
SWAGXSchwab US Aggregate Bond Index0.021.000.910.020.011.000.890.020.020.840.680.130.110.110.01
SWSBXSchwab Short-Term Bond Index-0.160.870.99-0.17-0.140.891.00-0.17-0.140.650.65-0.07-0.08-0.09-0.18
FSKAXFidelity Total Market Index0.980.02-0.161.000.910.02-0.171.000.910.450.390.980.980.981.00
FTIHXFidelity Total International Index0.970.02-0.160.910.980.02-0.140.911.000.460.410.970.960.960.90
FTBFXFidelity Total Bond Fund0.470.840.680.450.430.840.650.450.461.000.880.550.530.540.43
FSHBXFidelity Short-Term Bond0.400.670.660.390.370.680.650.390.410.881.000.460.440.470.37

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameVanguardSchwabFidelity
VTVanguard Total World Stock ETF$3,266
VBMFXVanguard Total Bond Market Index Inv$467
VBISXVanguard Short-Term Bond Index Inv$108
SWTSXSchwab Total Stock Market Index$2,653
SWISXSchwab International Index$753
SWAGXSchwab US Aggregate Bond Index$459
SWSBXSchwab Short-Term Bond Index$110
FSKAXFidelity Total Market Index$2,659
FTIHXFidelity Total International Index$756
FTBFXFidelity Total Bond Fund$599
FSHBXFidelity Short-Term Bond$94.58

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameVanguardSchwabFidelity
VTVanguard Total World Stock ETF98.76%
VBMFXVanguard Total Bond Market Index Inv1.34%
VBISXVanguard Short-Term Bond Index Inv-0.10%
SWTSXSchwab Total Stock Market Index61.66%
SWISXSchwab International Index37.34%
SWAGXSchwab US Aggregate Bond Index1.11%
SWSBXSchwab Short-Term Bond Index-0.11%
FSKAXFidelity Total Market Index58.04%
FTIHXFidelity Total International Index35.46%
FTBFXFidelity Total Bond Fund5.84%
FSHBXFidelity Short-Term Bond0.65%

Annual Asset Returns